+182.8%
OMC vs PBF
+278.8%
-96.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.8% | -5.8% | -0.7% |
| 7D | +1.6% | -4.0% | +5.5% | +2.1% |
| 30D | +15.3% | -18.0% | +33.3% | +18.1% |
| 3M | +4.5% | +0.9% | +3.6% | +3.4% |
| 6M | +20.8% | +65.7% | -45.0% | +10.3% |
| YTD | +13.5% | +161.9% | -148.4% | -4.7% |
| 1Y | +25.2% | +77.8% | -52.6% | +11.1% |
| 3Y | +30.5% | +74.9% | -44.4% | +11.5% |
| 5Y | +52.7% | +423.4% | -370.7% | +2.4% |
| 10Y | +55.2% | +255.2% | -199.9% | -11.0% |
| All | +182.8% | +278.8% | -96.1% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PBF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling